+41.5%
QCOM vs COMP
-52.8%
+94.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +4.2% |
| 7D | -5.3% | +9.5% | -14.8% | -6.5% |
| 30D | -4.2% | +8.1% | -12.3% | -5.3% |
| 3M | +7.0% | -16.3% | +23.4% | +9.3% |
| 6M | +3.8% | +42.2% | -38.4% | -2.5% |
| YTD | +2.8% | -5.0% | +7.8% | +1.2% |
| 1Y | +2.3% | +20.1% | -17.8% | -2.8% |
| 3Y | +54.4% | +358.4% | -304.0% | +13.9% |
| 5Y | +23.7% | -21.9% | +45.6% | +8.3% |
| All | +41.5% | -52.8% | +94.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling